Search results for "probability"
showing 10 items of 3417 documents
Probabilistic entailment and iterated conditionals
2018
In this paper we exploit the notions of conjoined and iterated conditionals, which are defined in the setting of coherence by means of suitable conditional random quantities with values in the interval $[0,1]$. We examine the iterated conditional $(B|K)|(A|H)$, by showing that $A|H$ p-entails $B|K$ if and only if $(B|K)|(A|H) = 1$. Then, we show that a p-consistent family $\mathcal{F}=\{E_1|H_1,E_2|H_2\}$ p-entails a conditional event $E_3|H_3$ if and only if $E_3|H_3=1$, or $(E_3|H_3)|QC(\mathcal{S})=1$ for some nonempty subset $\mathcal{S}$ of $\mathcal{F}$, where $QC(\mathcal{S})$ is the quasi conjunction of the conditional events in $\mathcal{S}$. Then, we examine the inference rules $A…
A Generalized Probabilistic Version of Modus Ponens
2017
Modus ponens (\emph{from $A$ and "if $A$ then $C$" infer $C$}, short: MP) is one of the most basic inference rules. The probabilistic MP allows for managing uncertainty by transmitting assigned uncertainties from the premises to the conclusion (i.e., from $P(A)$ and $P(C|A)$ infer $P(C)$). In this paper, we generalize the probabilistic MP by replacing $A$ by the conditional event $A|H$. The resulting inference rule involves iterated conditionals (formalized by conditional random quantities) and propagates previsions from the premises to the conclusion. Interestingly, the propagation rules for the lower and the upper bounds on the conclusion of the generalized probabilistic MP coincide with …
Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to a Hodgkin-Huxley system with periodic input
2014
In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong H\"ormander condition is satisfied. In this general setting we show that continuous transition densities indeed exist in all neighborhoods of points where the weak H\"ormander condition is satisfied. We also exhibit regions where these densities remain positive. We then apply these results to stochastic Hodgkin-Huxley models with periodic input as a first step towards the study of ergodicity properties of such systems in the sense of [27]-[28].
Persistent random walks
2015
We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent random walk and give the conditions of recurrence or transience in terms of "transition" probabilities to keep on the same direction or to change, without assuming that the latter admits any stationary probability. Examples are exhibited when this process is recurrent even if the random walk is not symmetric.
Coalescing directed random walks on the backbone of a 1 +1-dimensional oriented percolation cluster converge to the Brownian web
2018
We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary discrete-time contact process. Such ancestral lineages were investigated in [BCDG13] where a central limit theorem for a single walker was proved. Here, we consider infinitely many coalescing walkers on the same backbone starting at each space-time point. We show that, after diffusive rescaling, the collection of paths converges in distribution to the Brownian web. Hence, we prove convergence to the Brownian web for a particular system of coalescing random…
Aprendizaje de los fundamentos de la probabilidad apoyado en las TICs
2012
La red puede utilizarse como una herramienta docente más en Estadística, ya que en ella se puede acceder a numerosos recursos que pueden incorporarse a la docencia. En este artículo se describe un proyecto de integración de las denominadas simulaciones interactivas en una de las ramas de la Estadística en las que se pueden emplear: la probabilidad. El uso de estos recursos permite al alumno aprender de su propia experiencia y visualizar los conceptos estadísticos, lo que contribuye a mejorar su proceso de aprendizaje.
A Decision Analysis Approach to Multiple-Choice Examinations
1998
We present a decision analysis approach to the problems faced by people subject to multiple-choice examinations, as often encountered in their education, in looking for a job, or in getting a driving permit.
Coherence Checking and Propagation of Lower Probability Bounds
2003
In this paper we use imprecise probabilities, based on a concept of generalized coherence (g-coherence), for the management of uncertain knowledge and vague information. We face the problem of reducing the computational difficulties in g-coherence checking and propagation of lower conditional probability bounds. We examine a procedure, based on linear systems with a reduced number of unknowns, for the checking of g-coherence. We propose an iterative algorithm to determine the reduced linear systems. Based on the same ideas, we give an algorithm for the propagation of lower probability bounds. We also give some theoretical results that allow, by suitably modifying our algorithms, the g-coher…
Credit Risk and Simulated Spreads Risk Adjusted for Italian Regions.
2009
We analyse the idiosyncratic and systematic elements influencing Italian firms’ probability of default (PD) and examine the relationship between credit risk and borrowing conditions at a regional level. This paper, using regression analysis, examines the causal relationship between PD of a representative sample of Italian firms, together with accounting variables at firm level and macroeconomic data. The underlying hypothesis examines if the riskiness of Italian firms is influenced exclusively by their specific characteristics or, more generally, depends also on the spatial environment where they operate. According to the literature, the interregional differentials in the cost of money depe…
Econometric model to estimate the Probability of Default and Loss Given Default in the EBA stress test in 2016
2019
In this research, an econometric with panel data using Ordinary least squares OLS model is constructed following the guidelines recommended by the EBA stress test methodology for 2016. The findings indicate that macroeconomic factors affecting defaults are the expected ones in the Spanish credit institutions. However, loan impairments do not follow the patterns that a priori would be normal. Divergent is outcomes in defaults and impairments: the Non-Performing Loans (NPL) is pro-cyclical and impairment losses are counter-cyclical.